Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'615 CHF | 62'038 CHF | 98.28% | 98.28% |
12.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'828 CHF | 75'776 CHF | 95.41% | 95.41% |
11.07.2024 | 2.21% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'045 CHF | 68'848 CHF | 98.56% | 98.56% |
10.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'538 CHF | 62'679 CHF | 98.46% | 98.46% |
09.07.2024 | 2.40% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'339 CHF | 63'280 CHF | 98.68% | 98.68% |
08.07.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'845 CHF | 65'782 CHF | 96.52% | 96.52% |
05.07.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'109 CHF | 68'537 CHF | 95.66% | 95.66% |
04.07.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 177'813 CHF | 60'771 CHF | 95.24% | 95.24% |
03.07.2024 | 2.94% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'091 CHF | 51'864 CHF | 98.20% | 98.20% |
02.07.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 155'170 CHF | 53'224 CHF | 98.18% | 98.18% |